+6.1%
SNOW vs WM
+126.0%
-119.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.2% | -8.4% | -7.5% |
| 7D | -18.4% | +4.5% | -22.9% | -19.2% |
| 30D | -19.8% | +16.1% | -35.8% | -22.7% |
| 3M | -14.9% | +8.0% | -23.0% | -16.6% |
| 6M | +90.2% | +8.4% | +81.8% | +85.6% |
| YTD | +22.9% | +11.2% | +11.7% | +19.0% |
| 1Y | +1.8% | +22.3% | -20.5% | -4.2% |
| 3Y | +79.7% | +50.2% | +29.5% | +55.6% |
| 5Y | -26.1% | +63.3% | -89.4% | -37.8% |
| All | +6.1% | +126.0% | -119.8% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling